BPGIX vs. WPGTX

Last updated Jun 3, 2026

BPGIX (Boston Partners Global Equity Fund) and WPGTX (WPG Partners Small/Micro Cap Value Fund) are both mutual funds - BPGIX is a Global Equities fund managed by Boston Partners, while WPGTX is a Small Cap Value Equities fund managed by Boston Partners. Over the past 10 years, BPGIX returned 10.71%/yr vs 9.82%/yr for WPGTX. Their correlation of 0.81 suggests significant overlap in exposure. BPGIX charges 0.95%/yr vs 1.10%/yr for WPGTX.

Performance

BPGIX vs. WPGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners Global Equity Fund (BPGIX) and WPG Partners Small/Micro Cap Value Fund (WPGTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BPGIX achieves a 5.55% return, which is significantly lower than WPGTX's 16.68% return. Over the past 10 years, BPGIX has outperformed WPGTX with an annualized return of 10.71%, while WPGTX has yielded a comparatively lower 9.82% annualized return.

BPGIX

• 1D: 0.00%
• 1M: 1.32%
• YTD: 5.55%
• 6M: 8.03%
• 1Y: 19.48%
• 3Y*: 18.89%
• 5Y*: 10.85%
• 10Y*: 10.71%

WPGTX

• 1D: 0.18%
• 1M: 2.14%
• YTD: 16.68%
• 6M: 17.57%
• 1Y: 32.84%
• 3Y*: 14.92%
• 5Y*: 10.30%
• 10Y*: 9.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BPGIX vs. WPGTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BPGIX Boston Partners Global Equity Fund	5.55%	33.90%	7.20%	14.13%	-3.07%	21.74%	3.26%	18.79%	-13.16%	20.36%
WPGTX WPG Partners Small/Micro Cap Value Fund	16.68%	7.08%	10.53%	14.45%	2.10%	40.04%	-1.31%	23.35%	-21.88%	5.58%

Correlation

The correlation between BPGIX and WPGTX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012	0.81

The correlation between BPGIX and WPGTX has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

Return for Risk

BPGIX vs. WPGTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BPGIX

BPGIX Risk / Return Rank: 31
BPGIX Sharpe Ratio Rank: 31
BPGIX Sortino Ratio Rank: 31
BPGIX Omega Ratio Rank: 31
BPGIX Calmar Ratio Rank: 31
BPGIX Martin Ratio Rank: 32

WPGTX

WPGTX Risk / Return Rank: 52
WPGTX Sharpe Ratio Rank: 49
WPGTX Sortino Ratio Rank: 49
WPGTX Omega Ratio Rank: 46
WPGTX Calmar Ratio Rank: 60
WPGTX Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BPGIX vs. WPGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Global Equity Fund (BPGIX) and WPG Partners Small/Micro Cap Value Fund (WPGTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BPGIX	WPGTX	Difference
Sharpe ratio Return per unit of total volatility	1.61	2.07	-0.46
Sortino ratio Return per unit of downside risk	2.35	2.95	-0.60
Omega ratio Gain probability vs. loss probability	1.29	1.37	-0.08
Calmar ratio Return relative to maximum drawdown	2.11	2.99	-0.88
Martin ratio Return relative to average drawdown	7.43	10.93	-3.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BPGIX vs. WPGTX - Sharpe Ratio Comparison

The current BPGIX Sharpe Ratio is 1.61, which is comparable to the WPGTX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of BPGIX and WPGTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BPGIX	WPGTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	2.07	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.52	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.44	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.47	+0.23

Drawdowns

BPGIX vs. WPGTX - Drawdown Comparison

The maximum BPGIX drawdown since its inception was -41.87%, smaller than the maximum WPGTX drawdown of -60.60%. Use the drawdown chart below to compare losses from any high point for BPGIX and WPGTX.

Drawdown Indicators

	BPGIX	WPGTX	Difference
Max Drawdown Largest peak-to-trough decline	-41.87%	-60.60%	+18.73%
Max Drawdown (1Y) Largest decline over 1 year	-9.64%	-10.64%	+1.00%
Max Drawdown (3Y) Largest decline over 3 years	-12.43%	-25.90%	+13.47%
Max Drawdown (5Y) Largest decline over 5 years	-22.49%	-25.90%	+3.41%
Max Drawdown (10Y) Largest decline over 10 years	-41.87%	-50.03%	+8.16%
Current Drawdown Current decline from peak	-2.07%	-0.32%	-1.75%
Average Drawdown Average peak-to-trough decline	-5.07%	-13.01%	+7.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.91%	-0.17%

Volatility

BPGIX vs. WPGTX - Volatility Comparison

The current volatility for Boston Partners Global Equity Fund (BPGIX) is 3.62%, while WPG Partners Small/Micro Cap Value Fund (WPGTX) has a volatility of 4.26%. This indicates that BPGIX experiences smaller price fluctuations and is considered to be less risky than WPGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BPGIX	WPGTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.62%	4.26%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	10.97%	-1.17%
Volatility (1Y) Calculated over the trailing 1-year period	12.65%	15.85%	-3.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.30%	19.75%	-4.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.48%	22.45%	-4.97%

BPGIX vs. WPGTX - Expense Ratio Comparison

BPGIX has a 0.95% expense ratio, which is lower than WPGTX's 1.10% expense ratio.

Dividends

BPGIX vs. WPGTX - Dividend Comparison

BPGIX's dividend yield for the trailing twelve months is around 9.56%, more than WPGTX's 8.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BPGIX Boston Partners Global Equity Fund	9.56%	10.09%	5.24%	1.94%	1.51%	1.74%	1.98%	1.42%	8.73%	2.03%	1.91%	0.73%
WPGTX WPG Partners Small/Micro Cap Value Fund	8.70%	10.15%	6.38%	7.58%	17.82%	1.47%	0.64%	0.44%	8.44%	6.83%	0.42%	3.03%

Frequently Asked Questions

Can I hold both BPGIX and WPGTX in my portfolio?

BPGIX and WPGTX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BPGIX or WPGTX?

WPGTX has higher volatility (4.26%) compared to BPGIX (3.62%). In terms of maximum drawdown, BPGIX dropped -41.87% vs WPGTX's -60.60%.

Which has better risk-adjusted returns?

WPGTX currently has the higher Sharpe Ratio (2.07 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.